+18.3%
KSPI vs SPY
+64.8%
-46.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.4% |
| 30D | +2.5% | -1.1% | +3.6% | +3.6% |
| 3M | +26.8% | +3.9% | +22.9% | +22.3% |
| 6M | +45.8% | +13.6% | +32.1% | +29.5% |
| YTD | +36.5% | +12.7% | +23.8% | +22.2% |
| 1Y | +25.6% | +17.5% | +8.1% | +8.3% |
| All | +18.3% | +64.8% | -46.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling